In many engineering applications, the probability distributions of some random variables are truncated; these truncated distributions are resulted from restricting the domain of other probability distributions. If the first order reliability method (FORM) is directly used, the truncated random variables will be transformed into unbounded standard normal distributions. This treatment may result in large errors in reliability analysis. In this work, we modify FORM so that the truncated random variables are transformed into truncated standard normal variables. After the first order approximation and variable transformation, saddlepoint approximation is then used to estimate the reliability. Without increasing the computational cost, the proposed method is generally more accurate than the original FORM for problems with truncated random variables.

Return to: First Order Reliability Method With Truncated Random Variables

Copyright in the material you requested is held by the American Society of Mechanical Engineers (unless otherwise noted). This email ability is provided as a courtesy, and by using it you agree that you are requesting the material solely for personal, non-commercial use, and that it is subject to the American Society of Mechanical Engineers' Terms of Use. The information provided in order to email this topic will not be used to send unsolicited email, nor will it be furnished to third parties. Please refer to the American Society of Mechanical Engineers' Privacy Policy for further information.

Shibboleth is an access management service that provides single sign-on protected resources.
It replaces the multiple user names and passwords necessary to access subscription-based content with a single user name and password that can be entered once per session.
It operates independently of a user's location or IP address.
If your institution uses Shibboleth authentication, please contact your site administrator to receive your user name and password.